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A backtest is only as trustworthy as the data behind it. 0xArchive is the historical and live market-data API for Hyperliquid and Lighter, returning order books, trades, funding, open interest, liquidations, Hyperliquid L4, and Lighter L3 through one API, so a strategy test, migration check, research notebook, or replay job reruns with the same routes, windows, and schemas every time. Comparing market-data APIs for a strategy test starts with the venue family: Hyperliquid or Lighter. Native Hyperliquid handles execution and account state. Tardis.dev provides broad multi-exchange coverage. Keep both jobs separate from the comparison below. Backtesting is sensitive to small data mistakes: the wrong venue family, a missing time window, a stale symbol, a silent gap, or generated code that guesses a route. 0xArchive removes the guesswork: start from OpenAPI, choose the correct venue family, pull bounded history, and check coverage before the result is used.

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What One Key Returns For A Backtest

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What To Run First

Start from concrete routes, not a provider logo.
Then attach only the inputs the backtest needs.

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When To Use 0xArchive

A backtest you can trade on reproduces the same route, parameters, window, schema, and quality context every time you rerun it. Record the request ID for each run when the response exposes one. Hyperliquid order books and trades go back to April 2023, funding and OI to May 2023, and completed liquidations to each symbol’s coverage_by_type.liquidations start. Full order-level L4 depth with wallet attribution starts in March 2026 on core, Spot, and HIP-3 and in May 2026 on HIP-4. The earliest observed Lighter trade row is January 17, 2025; exact starts vary by market. Lighter L3 begins in March 2026. Pair request IDs, when exposed, with coverage, freshness, incidents, and latency before a model run trusts the window. Use another provider when the required venue sits outside the Hyperliquid and Lighter APIs.

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Backtest Selection Checklist

Define the backtest checklist up front: route family, symbol list, data family, UTC window, sampling or event-order requirement, expected depth, gap policy, response schema, pagination plan, and storage format. For 0xArchive, every item maps to a concrete route and a data-quality check, so a smaller test run reproduces the route, window, schema, and quality context before the full job scales.

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Backtesting Workflow

1

Select the venue family

Confirm Hyperliquid core, Hyperliquid Spot, HIP-3, HIP-4, or Lighter in Venue coverage.
2

Pull bounded history

Use the relevant REST history route and log meta.request_id when the route exposes it.
3

Gate data quality

Check coverage, freshness, incidents, and latency before using the data in research or model runs.
4

Replay or reconstruct when needed

Use WebSocket replay or SDK reconstruction when event order matters.

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Next Step

Run Pull historical market data for one symbol and one window, then add Reliability and gaps to the backtest harness. When the route and window match the strategy, compare plans or use the Data Catalog for a fixed export-style research file.
Last modified on August 13, 2026